Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Level 2B HQLA securities (50% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-10-13 I.A.7 375695.21 >3 Yr <= 4 Yr E-1-Q
2025-10-13 I.A.7 1531560.11 >3 Yr <= 4 Yr E-2-Q
2025-10-13 I.A.7 562096.05 >3 Yr <= 4 Yr IG-1-Q
2025-10-13 I.A.7 434158.93 >3 Yr <= 4 Yr IG-2-Q
2025-10-13 I.A.7 804724.94 >4 Yr <= 5 Yr E-1-Q
2025-10-13 I.A.7 381416.45 >4 Yr <= 5 Yr E-2-Q
2025-10-13 I.A.7 693428.38 >4 Yr <= 5 Yr IG-1-Q
2025-10-13 I.A.7 800379.04 >4 Yr <= 5 Yr IG-2-Q
2025-10-13 I.A.7 1203806.69 >5 Yr E-1-Q
2025-10-13 I.A.7 1092838.70 >5 Yr E-2-Q
2025-10-13 I.A.7 1467048.79 >5 Yr IG-1-Q
2025-10-13 I.A.7 218534.29 >5 Yr IG-2-Q
2025-10-13 I.A.7 1030566.51 Perpetual E-1-Q
2025-10-13 I.A.7 758535.52 Perpetual E-2-Q
2025-10-13 I.A.7 1354133.21 Perpetual IG-1-Q
2025-10-13 I.A.7 768558.67 Perpetual IG-2-Q